To install a Shopp translation file:

WordPress v4.0 and above
Change the language in the admin settings screen. Settings > General > Site Language.
WordPress v3.9.2 and below
Edit your WordPress wp-config.php file and change the WPLANG setting according to the language file name. For example: The Spanish translation file is named Shopp-es_ES.mo change the setting to: define('WPLANG','es_ES');